MidasBot: bot trading crypto IA + stratégies Ichimoku validées

- Infra: Freqtrade (futures dry-run) + Redis + dashboard + Docker Compose
- Couche IA: ai_analyzer (Claude via abonnement, MCP TradingView, backfill biais)
- Stratégies: SampleStrategy, AiBiasStrategy, IchimokuLS (long/short, validée
  train/test + données vierges + walk-forward), MTFIchimoku, variantes hyperopt
- Arbitrage CEX (dry-run), backtesting, walk-forward, volatility targeting
- IchimokuLS en dry-run live (config_live.json)

Claude-Session: https://claude.ai/code/session_01VHETcFacdnDhQzthLpdYFR

freqtrade/user_data/strategies/IchimokuStrategy.py

@@ -0,0 +1,117 @@
+# pragma pylint: disable=missing-docstring, invalid-name, too-few-public-methods
+"""
+IchimokuStrategy — long/short basé sur Ichimoku Kinko Hyo (futures).
+
+Composants :
+  Tenkan-sen (9), Kijun-sen (26), Senkou A/B (nuage/Kumo), confirmation type Chikou.
+
+Signaux :
+  LONG  : prix au-dessus du nuage + croisement Tenkan>Kijun + momentum (close > close[-26]).
+  SHORT : miroir exact (prix sous le nuage + Tenkan<Kijun + close < close[-26]).
+
+⚠️ Anti-lookahead : les Senkou sont décalés de +26 (donnée passée projetée au présent),
+la confirmation "Chikou" utilise close vs close d'il y a 26 bougies (pas de futur).
+"""
+from __future__ import annotations
+
+import talib.abstract as ta
+from pandas import DataFrame
+
+from freqtrade.strategy import IStrategy
+
+
+class IchimokuStrategy(IStrategy):
+    INTERFACE_VERSION = 3
+    timeframe = "1h"
+    can_short = True
+
+    minimal_roi = {"0": 0.06, "240": 0.03, "720": 0.01, "1440": 0}
+    stoploss = -0.08
+    trailing_stop = True
+    trailing_stop_positive = 0.025
+    trailing_stop_positive_offset = 0.04
+    trailing_only_offset_is_reached = True
+
+    startup_candle_count: int = 120  # 52 (Senkou B) + 26 (décalage) + marge
+    process_only_new_candles = True
+    use_exit_signal = True
+
+    def leverage(self, pair, current_time, current_rate, proposed_leverage,
+                 max_leverage, entry_tag, side, **kwargs) -> float:
+        return 1.0  # edge directionnel pur
+
+    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        high, low, close = dataframe["high"], dataframe["low"], dataframe["close"]
+
+        tenkan = (high.rolling(9).max() + low.rolling(9).min()) / 2
+        kijun = (high.rolling(26).max() + low.rolling(26).min()) / 2
+        dataframe["tenkan"] = tenkan
+        dataframe["kijun"] = kijun
+
+        # Senkou décalés de +26 : valeur du nuage au présent issue de données passées.
+        dataframe["senkou_a"] = ((tenkan + kijun) / 2).shift(26)
+        dataframe["senkou_b"] = (
+            (high.rolling(52).max() + low.rolling(52).min()) / 2
+        ).shift(26)
+
+        # Bornes du nuage
+        dataframe["cloud_top"] = dataframe[["senkou_a", "senkou_b"]].max(axis=1)
+        dataframe["cloud_bot"] = dataframe[["senkou_a", "senkou_b"]].min(axis=1)
+
+        # Confirmation momentum type Chikou (close vs close d'il y a 26 bougies)
+        dataframe["close_prev26"] = close.shift(26)
+
+        dataframe["adx"] = ta.ADX(dataframe, timeperiod=14)
+        return dataframe
+
+    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        # LONG : au-dessus du nuage + croisement TK haussier + momentum
+        dataframe.loc[
+            (
+                (dataframe["close"] > dataframe["cloud_top"])
+                & (dataframe["tenkan"] > dataframe["kijun"])
+                & (dataframe["tenkan"].shift(1) <= dataframe["kijun"].shift(1))
+                & (dataframe["close"] > dataframe["close_prev26"])
+                & (dataframe["adx"] > 20)
+                & (dataframe["volume"] > 0)
+            ),
+            "enter_long",
+        ] = 1
+        # SHORT : sous le nuage + croisement TK baissier + momentum baissier
+        dataframe.loc[
+            (
+                (dataframe["close"] < dataframe["cloud_bot"])
+                & (dataframe["tenkan"] < dataframe["kijun"])
+                & (dataframe["tenkan"].shift(1) >= dataframe["kijun"].shift(1))
+                & (dataframe["close"] < dataframe["close_prev26"])
+                & (dataframe["adx"] > 20)
+                & (dataframe["volume"] > 0)
+            ),
+            "enter_short",
+        ] = 1
+        return dataframe
+
+    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        # Sortie LONG : Tenkan repasse sous Kijun, ou prix replonge dans le nuage
+        dataframe.loc[
+            (
+                (
+                    (dataframe["tenkan"] < dataframe["kijun"])
+                    | (dataframe["close"] < dataframe["cloud_bot"])
+                )
+                & (dataframe["volume"] > 0)
+            ),
+            "exit_long",
+        ] = 1
+        # Sortie SHORT : Tenkan repasse au-dessus de Kijun, ou prix remonte dans le nuage
+        dataframe.loc[
+            (
+                (
+                    (dataframe["tenkan"] > dataframe["kijun"])
+                    | (dataframe["close"] > dataframe["cloud_top"])
+                )
+                & (dataframe["volume"] > 0)
+            ),
+            "exit_short",
+        ] = 1
+        return dataframe